Things in the code that still have to be done: I use TODO notes with my name (like // TODO @mverleg which I can insert with a macro. IntelliJ can show a list of just these todo's, without those of other people, and can give a warning before commit.
Functional changes or note-worthly investigations: issue tracker.
Notes that aren't useful for others: paper.
Ideas that don't belong to a project: Remember The Milk (which I also use for tasks and shopping lists).